Separate chart S/R from gate target ladder

app/services/rr_scanner_service.py

@@ -1,9 +1,8 @@
-"""R:R Scanner service.
+"""R:R scanner service.
 
-Scans tracked tickers for asymmetric risk-reward trade setups.
-Long: target = nearest SR above, stop = entry - ATR × multiplier.
-Short: target = nearest SR below, stop = entry + ATR × multiplier.
-Filters by configurable R:R threshold (default 1.5).
+Scans tracked tickers for asymmetric risk-reward trade setups. Candidate
+targets come from a transient, volume-free proposal ladder; persisted S/R is
+reserved for human-facing charts and alerts. Stops remain ATR-based.
 """
 
 from __future__ import annotations
@@ -12,6 +11,8 @@ import json
 import logging
 from collections.abc import Callable
 from datetime import date, datetime, timedelta, timezone
+from types import SimpleNamespace
+from typing import Any
 
 from sqlalchemy import and_, func, select, update
 from sqlalchemy.ext.asyncio import AsyncSession
@@ -23,11 +24,11 @@ from app.models.paper_trade import PaperTrade
 from app.models.score import CompositeScore, DimensionScore
 from app.models.sentiment import SentimentScore
 from app.models.signal_context_snapshot import SignalContextSnapshot
-from app.models.sr_level import SRLevel
 from app.models.ticker import Ticker
 from app.models.trade_setup import TradeSetup
 from app.services.indicator_service import _extract_ohlcv, compute_atr
 from app.services.price_service import query_ohlcv
+from app.services.sr_service import detect_gate_target_ladder
 from app.services.recommendation_service import (
     _risk_level_from_conflicts,
     build_recommendation_snapshot,
@@ -38,6 +39,7 @@ from app.services.recommendation_service import (
 logger = logging.getLogger(__name__)
 
 STRATEGY_VERSION = "residual_highvol_80_20_atr_trail3_v1"
+PRIMARY_TARGET_MIN_RR = 1.5
 
 # A setup counts as live only while the daily scan keeps re-emitting it. The
 # scan runs every day (07:00 UTC cron), so anything older than this was NOT
@@ -49,6 +51,28 @@ STRATEGY_VERSION = "residual_highvol_80_20_atr_trail3_v1"
 LIVE_SETUP_MAX_AGE_DAYS = 3
 
 
+def _materialize_gate_target_levels(
+    highs: list[float],
+    lows: list[float],
+    closes: list[float],
+) -> list[Any]:
+    """Create transient level objects for target generation, never persistence."""
+    detected = detect_gate_target_ladder(highs, lows, closes)
+    return [
+        SimpleNamespace(
+            id=-(index + 1),
+            price_level=float(level["price_level"]),
+            type=str(level["type"]),
+            strength=int(level["strength"]),
+            detection_method=str(level.get("detection_method", "range_grid")),
+            sources=list(level.get("sources") or ["range_grid"]),
+            rejection_count=int(level.get("rejection_count", 0) or 0),
+            last_rejection_age=level.get("last_rejection_age"),
+        )
+        for index, level in enumerate(detected)
+    ]
+
+
 async def _get_ticker(db: AsyncSession, symbol: str) -> Ticker:
     normalised = symbol.strip().upper()
     result = await db.execute(select(Ticker).where(Ticker.symbol == normalised))
@@ -413,22 +437,25 @@ async def scan_ticker(
     strategy_rank: float | None = None,
     volatility_percentile: float | None = None,
     primary_min_rr: float | None = None,
+    gate_levels_override: list[Any] | None = None,
 ) -> list[TradeSetup]:
     """Scan a single ticker for trade setups meeting the R:R threshold.
 
     ``momentum_percentile`` is the ticker's residual 12-1 momentum activation
     rank across the universe (computed by the caller), stored on each setup so
     the activation gate can select the top slice. ``strategy_rank`` is the
-    production ordering score used for top-pick ranking."""
+    production ordering score used for top-pick ranking.
+
+    ``primary_min_rr`` controls target selection only. Its 1.5 default is
+    intentionally independent of the later activation floor (2.0 in the live
+    Admin configuration). ``gate_levels_override`` is dependency injection for
+    deterministic scanner tests; production builds the transient ladder from
+    the ticker's OHLCV window.
+    """
     ticker = await _get_ticker(db, symbol)
 
     if primary_min_rr is None:
-        # Direct single-ticker scans still use the same activation threshold as
-        # qualification. scan_all_tickers resolves this once for the universe.
-        from app.services.admin_service import get_activation_config
-
-        activation = await get_activation_config(db)
-        primary_min_rr = float(activation.get("min_rr", rr_threshold))
+        primary_min_rr = PRIMARY_TARGET_MIN_RR
 
     records = await query_ohlcv(db, symbol)
     if not records or len(records) < 15:
@@ -452,21 +479,22 @@ async def scan_ticker(
         logger.info("Skipping %s: ATR is zero or negative", symbol)
         return []
 
-    sr_result = await db.execute(
-        select(SRLevel).where(SRLevel.ticker_id == ticker.id)
+    gate_levels = (
+        list(gate_levels_override)
+        if gate_levels_override is not None
+        else _materialize_gate_target_levels(highs, lows, closes)
     )
-    sr_levels = list(sr_result.scalars().all())
 
-    if not sr_levels:
-        logger.info("Skipping %s: no SR levels available", symbol)
+    if not gate_levels:
+        logger.info("Skipping %s: no gate target levels available", symbol)
         return []
 
     levels_above = sorted(
-        [lv for lv in sr_levels if lv.price_level > entry_price],
+        [lv for lv in gate_levels if lv.price_level > entry_price],
         key=lambda lv: lv.price_level,
     )
     levels_below = sorted(
-        [lv for lv in sr_levels if lv.price_level < entry_price],
+        [lv for lv in gate_levels if lv.price_level < entry_price],
         key=lambda lv: lv.price_level,
         reverse=True,
     )
@@ -564,7 +592,7 @@ async def scan_ticker(
                 ticker=ticker,
                 setup=setup,
                 dimension_scores=dimension_scores,
-                sr_levels=sr_levels,
+                sr_levels=gate_levels,
                 sentiment_classification=sentiment_classification,
                 atr_value=atr_value,
                 primary_min_rr=primary_min_rr,
@@ -620,16 +648,6 @@ async def scan_all_tickers(
         logger.exception("Activation ranking refresh failed")
         ranks = {}
 
-    try:
-        from app.services.admin_service import get_activation_config
-
-        activation = await get_activation_config(db)
-        primary_min_rr = float(activation.get("min_rr", rr_threshold))
-    except Exception:
-        await db.rollback()
-        logger.exception("Activation config load failed; using scanner R:R floor")
-        primary_min_rr = rr_threshold
-
     all_setups: list[TradeSetup] = []
     for index, symbol in enumerate(symbols):
         if progress_callback is not None:
@@ -661,7 +679,7 @@ async def scan_all_tickers(
                 momentum_percentile=(ranks.get(symbol) or {}).get("momentum_percentile"),
                 strategy_rank=(ranks.get(symbol) or {}).get("strategy_rank"),
                 volatility_percentile=(ranks.get(symbol) or {}).get("volatility_percentile"),
-                primary_min_rr=primary_min_rr,
+                primary_min_rr=PRIMARY_TARGET_MIN_RR,
             )
             all_setups.extend(setups)
         except Exception: